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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+4.61%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$92.1B
AUM Growth
+$8.55B
Cap. Flow
+$4.9B
Cap. Flow %
5.32%
Top 10 Hldgs %
13.73%
Holding
4,165
New
166
Increased
2,440
Reduced
1,384
Closed
127

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$362M
2
DD icon
DuPont de Nemours
DD
+$190M
3
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$173M
4
AGG icon
iShares Core US Aggregate Bond ETF
AGG
+$105M
5
AAPL icon
Apple
AAPL
+$74.4M

Top Sells

Rank Stock Value
1
RAI
Reynolds American Inc
RAI
+$148M
2
DD
Du Pont De Nemours E I
DD
+$145M
3
IWD icon
iShares Russell 1000 Value ETF
IWD
+$127M
4
BHI
Baker Hughes
BHI
+$47.3M
5
WFM
Whole Foods Market Inc
WFM
+$35.1M

Sector Composition

Rank Sector Weight
1 Financials 14.61%
2 Technology 12.69%
3 Healthcare 11.56%
4 Industrials 8.88%
5 Consumer Discretionary 7.71%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MGP
2151
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$2.11M ﹤0.01%
69,968
+55,808
+394% +$1.67M
HURN icon
2152
Huron Consulting
HURN
$2.71B
$2.11M ﹤0.01%
61,426
-5,870
-9% -$207K
GHL
2153
DELISTED
Greenhill & Co., Inc.
GHL
$2.11M ﹤0.01%
126,883
+22,481
+22% +$380K
PRK icon
2154
Park National Corp
PRK
$3.84B
$2.1M ﹤0.01%
19,462
-3,039
-14% -$304K
CBF
2155
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
$2.1M ﹤0.01%
51,146
+1,319
+3% +$50.4K
TILE icon
2156
Interface
TILE
$1.95B
$2.1M ﹤0.01%
95,859
+8,412
+10% +$164K
SOHU
2157
Sohu.com
SOHU
$352M
$2.1M ﹤0.01%
38,520
+12,126
+46% +$634K
MNR
2158
DELISTED
Monmouth Real Estate Investment Corp
MNR
$2.1M ﹤0.01%
129,553
+3,076
+2% +$48.1K
BBG
2159
DELISTED
Bill Barrett Corp
BBG
$2.09M ﹤0.01%
487,622
-172,619
-26% -$573K
ALRM icon
2160
Alarm.com
ALRM
$2.75B
$2.09M ﹤0.01%
46,269
-158
-0.3% -$6.54K
PTLA
2161
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$2.09M ﹤0.01%
38,664
+3,008
+8% +$177K
RMR icon
2162
The RMR Group
RMR
$335M
$2.08M ﹤0.01%
40,430
+3,306
+9% +$163K
CTS icon
2163
CTS Corp
CTS
$1.76B
$2.07M ﹤0.01%
86,003
+15,961
+23% +$358K
YZC
2164
DELISTED
Yanzhou Coal Mining
YZC
$2.07M ﹤0.01%
210,000
+4,413
+2% +$43.5K
NPK icon
2165
National Presto Industries
NPK
$870M
$2.07M ﹤0.01%
19,445
-1,261
-6% -$133K
AKBA icon
2166
Akebia Therapeutics
AKBA
$338M
$2.07M ﹤0.01%
105,198
+31,074
+42% +$478K
MTSI icon
2167
MACOM Technology Solutions
MTSI
$17.4B
$2.06M ﹤0.01%
46,226
+9,772
+27% +$477K
LGF.A
2168
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$2.06M ﹤0.01%
61,551
+7,553
+14% +$222K
ETD icon
2169
Ethan Allen Interiors
ETD
$600M
$2.05M ﹤0.01%
63,396
-1,938
-3% -$59.4K
THD icon
2170
iShares MSCI Thailand ETF
THD
$361M
$2.05M ﹤0.01%
23,745
+4,016
+20% +$326K
CAC icon
2171
Camden National
CAC
$988M
$2.05M ﹤0.01%
46,879
+776
+2% +$31.7K
NTB icon
2172
Bank of N.T. Butterfield & Son
NTB
$2.41B
$2.03M ﹤0.01%
55,504
+34,339
+162% +$1.17M
ARRY
2173
DELISTED
Array Biopharma Inc
ARRY
$2.03M ﹤0.01%
165,368
+107,016
+183% +$994K
TVPT
2174
DELISTED
Travelport Worldwide Limited
TVPT
$2.03M ﹤0.01%
129,109
+43,776
+51% +$640K
SCLN
2175
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
$2.02M ﹤0.01%
180,436
+70,197
+64% +$774K
85 86
87
88 89

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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Parametric Portfolio Associates's Q3 2017 Portfolio in Review

As of Q3 2017, Parametric Portfolio Associates held 4,165 positions worth $92.1B, up 10% from $83.5B the previous quarter. Its ten largest holdings account for 14% of the portfolio.

Parametric Portfolio Associates deployed $4.9B of net new capital in Q3 2017, opening 166 new positions and adding to 2,440 existing holdings. Its largest new stake was Baker Hughes: 618,721 shares worth $22.7M.

By sector, the portfolio is most concentrated in Financials at 15% of assets, up from 14% a quarter earlier, followed by Technology and Healthcare.

On the sell side, the largest reduction was iShares Russell 1000 Value ETF, an estimated $127M trimmed.

  • Parametric Portfolio Associates's largest Q3 2017 buy was Baker Hughes: 618,721 shares worth $22.7M.
  • Parametric Portfolio Associates added most to iShares Core S&P 500 ETF in Q3 2017, an estimated $362M increase.
  • Parametric Portfolio Associates's biggest Q3 2017 reduction was iShares Russell 1000 Value ETF, cutting an estimated $127M.
  • Parametric Portfolio Associates fully exited Reynolds American Inc in Q3 2017, selling an estimated $148M.
  • Parametric Portfolio Associates's ten largest holdings make up 14% of its $92.1B portfolio in Q3 2017.
  • Parametric Portfolio Associates opened 166 new positions and closed 127 in Q3 2017.
  • Parametric Portfolio Associates's portfolio value rose 10% quarter-over-quarter to $92.1B.

Based on Parametric Portfolio Associates's 13F filing for Q3 2017, filed 14 Nov 2017.